国际金融研究
國際金融研究
국제금융연구
Studies of International Finance
2012年
10期
85~96
,共null页
两岸银行业 绩效 Malmquist指数
兩岸銀行業 績效 Malmquist指數
량안은행업 적효 Malmquist지수
Banking Industry Across the Taiwan-Strait; Performance; Malmquist Index
本文运用DEA方法.在变动规模报酬条件下对Malmquist指数进行分解,对比分析了祖国大陆、台湾地区银行业在2006—2010年的整体生产力变动、技术变动效率、纯技术效率和规模变动效率,并进一步分析了所有权、治理结构、资产质量、金融40新能力对银行经营绩效的影响。结果表明,祖国大陆银行业整体表现为生产力进步,而台湾银行业表现为生产力退步.在即期的经营绩效方面。台湾地区银行业表现也次于祖国大陆。Mann—Whitney检验结果表明,所有权、治理结构、资产质量、金融创新能力对银行绩效影响不显著。
本文運用DEA方法.在變動規模報酬條件下對Malmquist指數進行分解,對比分析瞭祖國大陸、檯灣地區銀行業在2006—2010年的整體生產力變動、技術變動效率、純技術效率和規模變動效率,併進一步分析瞭所有權、治理結構、資產質量、金融40新能力對銀行經營績效的影響。結果錶明,祖國大陸銀行業整體錶現為生產力進步,而檯灣銀行業錶現為生產力退步.在即期的經營績效方麵。檯灣地區銀行業錶現也次于祖國大陸。Mann—Whitney檢驗結果錶明,所有權、治理結構、資產質量、金融創新能力對銀行績效影響不顯著。
본문운용DEA방법.재변동규모보수조건하대Malmquist지수진행분해,대비분석료조국대륙、태만지구은행업재2006—2010년적정체생산력변동、기술변동효솔、순기술효솔화규모변동효솔,병진일보분석료소유권、치리결구、자산질량、금융40신능력대은행경영적효적영향。결과표명,조국대륙은행업정체표현위생산력진보,이태만은행업표현위생산력퇴보.재즉기적경영적효방면。태만지구은행업표현야차우조국대륙。Mann—Whitney검험결과표명,소유권、치리결구、자산질량、금융창신능력대은행적효영향불현저。
In this paper, we conducted an analysis on TFP, TEC, PE, and SEC of banks in Taiwan and Mainland between 2006 and 2010, by using DEA method which is based on the changing returns to scale. We ibund that the malmquist TFP index of mainland banks was increasing, while on the contrast, the TFP index of Taiwan banks was de- creasing. Meanwhile, the spot performance of banks in Taiwan was worse than those in the mainland. Furthermore, we dis-cussed the effect of ownership, governance, quality of asset and financial innovation on performance. The Mann-Whitney test supported that the previous factors didn't affect the performance of banks significantly.